Transgene SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.77% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2056 | 18.89 | |
| 0.2676 | 36.52 | |
| 0.9272 | 220.07 | |
| 0.0091 | 1.22 |
Estimation Period:
Mar 26, 1998 to Feb 6, 2026
Mar 26, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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